Using bandwidth matrices for bivariate FFTKDE

[Kaiyangshi-Ito]

Hi, I wonder if it's possible to use a user-specified bandwidth matrix for bivariate FFTKDE? Is it easy to modify the code to achieve this? Thanks.

Edit: I should introduce this paper on FFTKDE for non-diagonal bandwidth matrices:

https://www.tandfonline.com/doi/full/10.1080/10618600.2016.1182918

or the open access version:

https://arxiv.org/abs/1508.02766